+4,013.9%
APH vs BX
+833.1%
+3,180.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -5.0% | +3.7% | -8.7% | -6.3% |
| 30D | -8.4% | +8.2% | -16.6% | -11.3% |
| 3M | -4.5% | -12.7% | +8.2% | -0.9% |
| 6M | +25.3% | +1.0% | +24.3% | +22.9% |
| YTD | +18.9% | -17.2% | +36.1% | +23.9% |
| 1Y | +11.9% | -11.6% | +23.5% | +13.8% |
| 3Y | +278.0% | +36.8% | +241.2% | +225.3% |
| 5Y | +306.4% | +4.8% | +301.6% | +267.0% |
| 10Y | +955.2% | +672.8% | +282.4% | +380.9% |
| All | +4,013.9% | +833.1% | +3,180.8% | +1,214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling